+15.8%
RTX vs NEM
+22.5%
-6.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +4.8% | -6.4% | +11.2% | +5.3% |
| 30D | +6.5% | +1.4% | +5.1% | +6.3% |
| 3M | -9.6% | -0.7% | -8.9% | -9.9% |
| 6M | +12.3% | -4.5% | +16.8% | +11.9% |
| YTD | +9.5% | +14.0% | -4.6% | +5.2% |
| 1Y | +15.8% | +27.3% | -11.4% | +10.1% |
| All | +15.8% | +22.5% | -6.7% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling